Access Statistics for Eric Eisenstat

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 1 2 95 4 6 11 224
Comparing hybrid time-varying parameter VARs 0 0 0 44 1 1 5 57
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 1 1 1 28
Composite likelihood methods for large Bayesian VARs with stochastic volatility 1 1 1 58 2 3 3 66
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 0 0 1 102
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 0 2 126
Identifying Noise Shocks 0 0 0 54 0 0 0 97
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 1 20 0 1 3 48
Large Bayesian VARMAs 0 0 0 2 1 1 1 20
Large Bayesian VARMAs 0 0 0 88 0 0 2 95
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 53 1 2 7 253
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 2 22 0 2 7 118
Modelling Inflation Volatility 0 0 0 38 1 1 4 58
Modelling Inflation Volatility 0 0 0 53 0 0 0 101
Modelling Inflation Volatility 0 0 0 110 0 0 0 138
Reducing Dimensions in a Large TVP-VAR 0 0 4 45 0 1 7 247
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 0 2 87
Reducing dimensions in a large TVP-VAR 0 0 0 15 1 1 3 85
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 1 1 2 189
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 43 0 1 1 89
Total Working Papers 1 2 11 1,077 13 22 62 2,315

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression” 0 0 0 17 0 0 0 73
BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING 0 0 0 37 0 0 0 108
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 2 3 7 29 3 5 23 129
Choosing between identification schemes in noisy-news models 0 0 1 2 0 0 2 9
Comparing hybrid time-varying parameter VARs 0 0 3 18 0 2 9 103
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 3 1 2 2 25
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 1 2 2 15
Identifying noise shocks 0 0 0 13 0 0 4 49
Large Bayesian VARMAs 0 0 0 14 0 1 3 99
Marginal Likelihood Estimation with the Cross-Entropy Method 1 1 6 25 2 2 16 124
Modelling Inflation Volatility 0 0 0 26 0 0 1 66
Reducing the state space dimension in a large TVP-VAR 1 1 4 24 1 2 9 97
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 2 4 22 0 4 7 70
THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD 0 0 0 48 0 0 1 286
Total Journal Articles 4 7 25 278 8 20 79 1,253

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Statistics updated 2025-05-12